Chapter 21: Transaction Cost Analysis (TCA) Library
Introduction
This chapter provides the necessary insight into best-in-class practices used to build and develop a customized suite of transaction cost analysis tools using the Kissell Research TCA library. The transaction cost analysis (TCA) library is available for different software packages including MATLAB, Python, Excel, C/C++, Java, .NET, and Hadoop. The package is also available as a Generic COM Component and as a standalone EXE file.
These functions are beneficial for portfolio management and TCA, and were built using the formulas and mathematical framework presented in the preceding chapters. The most important reason for any firm to have a TCA function library is that it allows ...
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